publication . Preprint . 2016

High-Dimensional Metrics in R

Chernozhukov, Victor; Hansen, Chris; Spindler, Martin;
Open Access English
  • Published: 05 Mar 2016
Abstract
Comment: 34 pages; vignette for the R package hdm, available at http://cran.r-project.org/web/packages/hdm/ and http://r-forge.r-project.org/R/?group_id=2084 (development version)
Subjects
arXiv: Statistics::MethodologyStatistics::Computation
free text keywords: Statistics - Machine Learning, Economics - Econometrics, Statistics - Methodology, 62-01, 62-04, 62J07, 62G05
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